USD Partners LP (USDP)
0.0162
0.00 (0.00%)
USD |
OTCM |
Feb 14, 16:00
USD Partners Max Drawdown (5Y): 99.84% for Jan. 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
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Maximum
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Median
Max Drawdown (5Y) Benchmarks
CSX Corp | 40.55% |
Norfolk Southern Corp | 44.42% |
Union Pacific Corp | 38.71% |
Radiant Logistics Inc | 60.03% |
Volato Group Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -84.48 |
Beta (5Y) | 1.130 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 118.4% |
Historical Sharpe Ratio (5Y) | -0.5926 |
Historical Sortino (5Y) | -1.075 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 55.27% |